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preprocessor: add relative_irf option to irf_calibration block. closes #720

time-shift
Houtan Bastani 2015-09-07 11:39:33 +02:00
parent e5e9bdb892
commit 8d54aeeaf6
7 changed files with 23 additions and 7 deletions
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9
doc/dynare.texi
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@ -7485,6 +7485,15 @@ To set IRF restrictions with specific intervals, the following syntax is used
When @code{(@var{INTEGER}:@var{INTEGER})} is used, the restriction is considered to be fulfilled by a logical OR.
A list of restrictions must always be fulfilled with logical AND.
@optionshead
@table @code
@item relative_irf
@xref{relative_irf}.
@end table
@examplehead
@example

2
preprocessor/DynareBison.yy
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@ -2524,6 +2524,8 @@ moment_calibration_item : symbol COMMA symbol COMMA calibration_range ';'
irf_calibration : IRF_CALIBRATION ';' irf_calibration_list END ';'
{ driver.end_irf_calibration(); }
| IRF_CALIBRATION '(' o_relative_irf ')' ';' irf_calibration_list END ';'
{ driver.end_irf_calibration(); }
;
irf_calibration_list : irf_calibration_item

2
preprocessor/DynareFlex.ll
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@ -303,7 +303,7 @@ DATE -?[0-9]+([YyAa]|[Mm]([1-9]|1[0-2])|[Qq][1-4]|[Ww]([1-9]{1}|[1-4][0-9]|5[0-2
<DYNARE_STATEMENT>posterior_max_subsample_draws {return token::POSTERIOR_MAX_SUBSAMPLE_DRAWS;}
<DYNARE_STATEMENT>filtered_vars {return token::FILTERED_VARS;}
<DYNARE_STATEMENT>filter_step_ahead {return token::FILTER_STEP_AHEAD;}
<DYNARE_STATEMENT>relative_irf {return token::RELATIVE_IRF;}
<DYNARE_STATEMENT,DYNARE_BLOCK>relative_irf {return token::RELATIVE_IRF;}
<DYNARE_STATEMENT>tex {return token::TEX;}
<DYNARE_STATEMENT>nomoments {return token::NOMOMENTS;}
<DYNARE_STATEMENT>std {return token::STD;}

3
preprocessor/ParsingDriver.cc
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@ -2763,7 +2763,8 @@ ParsingDriver::add_irf_calibration_item(string *endo, string *periods, string *e
void ParsingDriver::end_irf_calibration()
{
mod_file->addStatement(new IrfCalibration(irf_calibration_constraints,
mod_file->symbol_table));
mod_file->symbol_table,
options_list));
irf_calibration_constraints.clear();
}

7
preprocessor/Shocks.cc
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@ -436,14 +436,17 @@ MomentCalibration::writeOutput(ostream &output, const string &basename, bool min
}
IrfCalibration::IrfCalibration(const constraints_t &constraints_arg,
const SymbolTable &symbol_table_arg)
: constraints(constraints_arg), symbol_table(symbol_table_arg)
const SymbolTable &symbol_table_arg,
const OptionsList &options_list_arg)
: constraints(constraints_arg), symbol_table(symbol_table_arg), options_list(options_list_arg)
{
}
void
IrfCalibration::writeOutput(ostream &output, const string &basename, bool minimal_workspace) const
{
options_list.writeOutput(output);
output << "options_.endogenous_prior_restrictions.irf = {" << endl;
for (size_t i = 0; i < constraints.size(); i++)
{

4
preprocessor/Shocks.hh
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@ -133,9 +133,11 @@ public:
private:
constraints_t constraints;
const SymbolTable &symbol_table;
const OptionsList options_list;
public:
IrfCalibration(const constraints_t &constraints_arg,
const SymbolTable &symbol_table_arg);
const SymbolTable &symbol_table_arg,
const OptionsList &options_list_arg);
virtual void writeOutput(ostream &output, const string &basename, bool minimal_workspace) const;
};

3
tests/gsa/ls2003a.mod
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@ -69,8 +69,7 @@ stderr e_pies,inv_gamma_pdf,(1.88/3),(0.9827/10);
end;
// endogenous prior restrictions
options_.relative_irf=1;
irf_calibration;
irf_calibration(relative_irf);
y(1:4), e_ys, [ -50 50]; //[first year response]
//y(1:4), e_ys, [-inf -50]; //[first year response]
@#for ilag in 21:40